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Buccheri, G., Livieri, G., Pirino, D., & Pollastri, A. (2020). a closed-form formula characterization of the Epps effect. Quantitative finance, 20(2), 243–254. http://access.bl.uk/ark:/81055/vdc_100099957720.0x00002d
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Buccheri, G., Livieri, G., Pirino, D., & Pollastri, A. (2020). a closed-form formula characterization of the Epps effect. Quantitative finance, 20(2), 243–254. http://access.bl.uk/ark:/81055/vdc_100099957720.0x00002d